+133,470.8%
MSFT vs KEY
+1,050.5%
+132,420.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -2.7% | +2.2% | -4.9% | -3.2% |
| 30D | +2.7% | -3.0% | +5.7% | +3.4% |
| 3M | +17.0% | +3.3% | +13.6% | +16.0% |
| 6M | +23.8% | +9.2% | +14.6% | +21.1% |
| YTD | +4.0% | +10.6% | -6.7% | +1.2% |
| 1Y | -0.8% | +20.4% | -21.2% | -5.5% |
| 3Y | +55.6% | +121.8% | -66.2% | +25.9% |
| 5Y | +72.9% | +41.1% | +31.8% | +49.5% |
| 10Y | +875.8% | +168.5% | +707.3% | +575.7% |
| All | +133,470.8% | +1,050.5% | +132,420.3% | +42,522.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling